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Deferral Nominal and Economic Basis Driver #379

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dcolleoni opened this issue Aug 30, 2023 · 1 comment
Open

Deferral Nominal and Economic Basis Driver #379

dcolleoni opened this issue Aug 30, 2023 · 1 comment
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bug Something isn't working import related to importing
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future

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@dcolleoni
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dcolleoni commented Aug 30, 2023 •
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Deferral Nominal are too sensitive to the input structure.

  • move the current implementation to the appropriate project
  • use discounted deferral also for nominal calculation (Rename)
  • consider having the EconomicBasisDriver default value for LRA PAA set to L
  • OCI (to be looked into)
@dcolleoni dcolleoni converted this from a draft issue Aug 30, 2023
@dcolleoni dcolleoni added bug Something isn't working import related to importing labels Aug 30, 2023
@dcolleoni dcolleoni added this to the future milestone Aug 30, 2023
@dcolleoni dcolleoni changed the title Deferral Nominal Deferral Nominal and Economic Basis Driver Sep 16, 2023
@dcolleoni
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The OCI looks into the effect of the yield curve (locked-in vs current). If this parameter is missing from the inputs, it doesn’t find the locked-in (calculated as zero) and the delta is shown.

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bug Something isn't working import related to importing
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IFRS17 Calculation Engine
Status: 🔖 Ready
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future
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